The Langevin Equation

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Publisher : World Scientific
ISBN 13 : 9812384626
Total Pages : 704 pages
Book Rating : 4.8/5 (123 download)

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Book Synopsis The Langevin Equation by : William Coffey

Download or read book The Langevin Equation written by William Coffey and published by World Scientific. This book was released on 2004 with total page 704 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is the second edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the Brownian motion in a potential, with emphasis on modern applications in the natural sciences, electrical engineering and so on. It has been substantially enlarged to cover in a succinct manner a number of new topics, such as anomalous diffusion, continuous time random walks, stochastic resonance etc, which are of major current interest in view of the large number of disparate physical systems exhibiting these phenomena. The book has been written in such a way that all the material should be accessible to an advanced undergraduate or beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the form of research papers or scattered review articles.

Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (Fourth Edition)

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Publisher : World Scientific
ISBN 13 : 9813222018
Total Pages : 927 pages
Book Rating : 4.8/5 (132 download)

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Book Synopsis Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (Fourth Edition) by : William T Coffey

Download or read book Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (Fourth Edition) written by William T Coffey and published by World Scientific. This book was released on 2017-03-22 with total page 927 pages. Available in PDF, EPUB and Kindle. Book excerpt: Our original objective in writing this book was to demonstrate how the concept of the equation of motion of a Brownian particle — the Langevin equation or Newtonian-like evolution equation of the random phase space variables describing the motion — first formulated by Langevin in 1908 — so making him inter alia the founder of the subject of stochastic differential equations, may be extended to solve the nonlinear problems arising from the Brownian motion in a potential. Such problems appear under various guises in many diverse applications in physics, chemistry, biology, electrical engineering, etc. However, they have been invariably treated (following the original approach of Einstein and Smoluchowski) via the Fokker-Planck equation for the evolution of the probability density function in phase space. Thus the more simple direct dynamical approach of Langevin which we use and extend here, has been virtually ignored as far as the Brownian motion in a potential is concerned. In addition two other considerations have driven us to write this new edition of The Langevin Equation. First, more than five years have elapsed since the publication of the third edition and following many suggestions and comments of our colleagues and other interested readers, it became increasingly evident to us that the book should be revised in order to give a better presentation of the contents. In particular, several chapters appearing in the third edition have been rewritten so as to provide a more direct appeal to the particular community involved and at the same time to emphasize via a synergetic approach how seemingly unrelated physical problems all involving random noise may be described using virtually identical mathematical methods. Secondly, in that period many new and exciting developments have occurred in the application of the Langevin equation to Brownian motion. Consequently, in order to accommodate all these, a very large amount of new material has been added so as to present a comprehensive overview of the subject.

The Langevin Equation

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Author :
Publisher : World Scientific
ISBN 13 : 9814355674
Total Pages : 850 pages
Book Rating : 4.8/5 (143 download)

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Book Synopsis The Langevin Equation by : William Coffey

Download or read book The Langevin Equation written by William Coffey and published by World Scientific. This book was released on 2012 with total page 850 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is the third edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the translational and rotational Brownian motion of particles and spins in a potential highlighting modern applications in physics, chemistry, electrical engineering, and so on. In order to improve the presentation, to accommodate all the new developments, and to appeal to the specialized interests of the various communities involved, the book has been extensively rewritten and a very large amount of new material has been added. This has been done in order to present a comprehensive overview of the subject emphasizing via a synergetic approach that seemingly unrelated physical problems involving random noise may be described using virtually identical mathematical methods in the spirit of the founders of the subject, viz., Einstein, Langevin, Smoluchowski, Kramers, The book has been written in such a way that all the material should be accessible both to an advanced researcher and a beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the form of scattered research papers and review articles.

The Langevin Equation

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Publisher : World Scientific
ISBN 13 : 9789810216511
Total Pages : 436 pages
Book Rating : 4.2/5 (165 download)

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Book Synopsis The Langevin Equation by : William Coffey

Download or read book The Langevin Equation written by William Coffey and published by World Scientific. This book was released on 1996 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is suitable for a lecture course on the theory of Brownian motion, being based on final year undergraduate lectures given at Trinity College, Dublin. Topics that are discussed include: white noise; the Chapman-Kolmogorov equation ? Kramers-Moyal expansion; the Langevin equation; the Fokker-Planck equation; Brownian motion of a free particle; spectral density and the Wiener-Khintchin theorem ? Brownian motion in a potential application to the Josephson effect, ring laser gyro; Brownian motion in two dimensions; harmonic oscillators; itinerant oscillators; linear response theory; rotational Brownian motion; application to loss processes in dielectric and ferrofluids; superparamagnetism and nonlinear relaxation processes.As the first elementary book on the Langevin equation approach to Brownian motion, this volume attempts to fill in all the missing details which students find particularly hard to comprehend from the fundamental papers contained in the Dover reprint ? Selected Papers on Noise and Stochastic Processes, ed. N Wax (1954) ? together with modern applications particularly to relaxation in ferrofluids and polar dielectrics.

The Langevin Equation

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Publisher : World Scientific Publishing Company
ISBN 13 : 9789813221994
Total Pages : 902 pages
Book Rating : 4.2/5 (219 download)

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Book Synopsis The Langevin Equation by : Yuri P. Kalmykov

Download or read book The Langevin Equation written by Yuri P. Kalmykov and published by World Scientific Publishing Company. This book was released on 2017 with total page 902 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers to the reader a self-contained treatment and systematic exposition of the real-valued theory of a nonabsolute integral on measure spaces. It is an introductory textbook to HenstockKurzweil type integrals defined on abstract spaces. It co

Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (3rd Edition)

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Author :
Publisher : World Scientific
ISBN 13 : 981448380X
Total Pages : 850 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (3rd Edition) by : Yuri P Kalmykov

Download or read book Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (3rd Edition) written by Yuri P Kalmykov and published by World Scientific. This book was released on 2012-07-31 with total page 850 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is the third edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the translational and rotational Brownian motion of particles and spins in a potential highlighting modern applications in physics, chemistry, electrical engineering, and so on. In order to improve the presentation, to accommodate all the new developments, and to appeal to the specialized interests of the various communities involved, the book has been extensively rewritten and a very large amount of new material has been added. This has been done in order to present a comprehensive overview of the subject emphasizing via a synergetic approach that seemingly unrelated physical problems involving random noise may be described using virtually identical mathematical methods in the spirit of the founders of the subject, viz., Einstein, Langevin, Smoluchowski, Kramers, etc. The book has been written in such a way that all the material should be accessible both to an advanced researcher and a beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the form of scattered research papers and review articles.

Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (2nd Edition)

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Author :
Publisher : World Scientific
ISBN 13 : 981448539X
Total Pages : 704 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (2nd Edition) by : William T Coffey

Download or read book Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (2nd Edition) written by William T Coffey and published by World Scientific. This book was released on 2004-03-03 with total page 704 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is the second edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the Brownian motion in a potential, with emphasis on modern applications in the natural sciences, electrical engineering and so on. It has been substantially enlarged to cover in a succinct manner a number of new topics, such as anomalous diffusion, continuous time random walks, stochastic resonance etc, which are of major current interest in view of the large number of disparate physical systems exhibiting these phenomena. The book has been written in such a way that all the material should be accessible to an advanced undergraduate or beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the form of research papers or scattered review articles.

Numerical Simulation of the Gravity-Inertial Spreading of Oil Using Smoothed Particle Hydrodynamics

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Author :
Publisher : Cambridge Scholars Publishing
ISBN 13 : 1036409112
Total Pages : 190 pages
Book Rating : 4.0/5 (364 download)

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Book Synopsis Numerical Simulation of the Gravity-Inertial Spreading of Oil Using Smoothed Particle Hydrodynamics by : Carlos Alberto Dutra Fraga Filho

Download or read book Numerical Simulation of the Gravity-Inertial Spreading of Oil Using Smoothed Particle Hydrodynamics written by Carlos Alberto Dutra Fraga Filho and published by Cambridge Scholars Publishing. This book was released on 2024-09-05 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: Oil spills at sea are a severe environmental concern. They can occur during the various stages of well-drilling, repair operations or transportation. The spreading of oil occurs due to the pollutant's tendency to flow over itself. Knowledge of its physical properties during the phenomenon, such as velocities and spatial positions, allows the timely adoption of environmental protection measures. This book presents, in a simple and objective way, the development and implementation of purely Lagrangian numerical modelling using the Smoothed Particle Hydrodynamics (SPH) method for the study of the spreading of oil in its first stage (gravity-inertial regime) on a calm sea. The computational code's implementation and validation were carried out through the simulation of classical problems in the scientific literature, i.e., heat diffusion in a homogeneous flat plate, a still volume of water inside an immobile reservoir and a dam failure. From the coupling of the software with a collision detection and response algorithm, numerical results in concordance with the curve adjusted by James Fay (a pioneering scientist in the study of oil spills) for the prediction of oil slick diameters at the end of the gravity-inertial regime were achieved.

Nano Biophotonics

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Publisher : Elsevier
ISBN 13 : 0080471358
Total Pages : 445 pages
Book Rating : 4.0/5 (84 download)

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Book Synopsis Nano Biophotonics by : Hiroshi Masuhara

Download or read book Nano Biophotonics written by Hiroshi Masuhara and published by Elsevier. This book was released on 2007-02-16 with total page 445 pages. Available in PDF, EPUB and Kindle. Book excerpt: This third volume in the series represents the Proceedings of the 3rd International Nanophotonics Symposium, July 6-8, 2006, Icho-Kaikan, Osaka University, Osaka, Japan. Over a two-day symposium, distinguished scientists from around the world convened to discuss the latest progress in this field and the conclusions have been summarised in Nano Biophotonics: Science and Technology. The contents of this book have been compiled by invited lecturers, research members of the relevant projects/program, and some of general participants. The book has 27 chapters which are classified into 4 parts; nano bio-spectroscopy, nano bio-dynamics, nano bio-processing, and nano bio-devices. * Bridges the gap between conventional photophysics & photochemistry and nanoscience * Continuing the series that focuses on 'hot' areas of photochemistry, optics, material science and bioscience

Asymptotics of Elliptic and Parabolic PDEs

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Publisher : Springer
ISBN 13 : 3319768956
Total Pages : 456 pages
Book Rating : 4.3/5 (197 download)

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Book Synopsis Asymptotics of Elliptic and Parabolic PDEs by : David Holcman

Download or read book Asymptotics of Elliptic and Parabolic PDEs written by David Holcman and published by Springer. This book was released on 2018-05-25 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a monograph on the emerging branch of mathematical biophysics combining asymptotic analysis with numerical and stochastic methods to analyze partial differential equations arising in biological and physical sciences. In more detail, the book presents the analytic methods and tools for approximating solutions of mixed boundary value problems, with particular emphasis on the narrow escape problem. Informed throughout by real-world applications, the book includes topics such as the Fokker-Planck equation, boundary layer analysis, WKB approximation, applications of spectral theory, as well as recent results in narrow escape theory. Numerical and stochastic aspects, including mean first passage time and extreme statistics, are discussed in detail and relevant applications are presented in parallel with the theory. Including background on the classical asymptotic theory of differential equations, this book is written for scientists of various backgrounds interested in deriving solutions to real-world problems from first principles.

The Fokker-Planck Equation

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Publisher : Springer Science & Business Media
ISBN 13 : 3642968074
Total Pages : 468 pages
Book Rating : 4.6/5 (429 download)

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Book Synopsis The Fokker-Planck Equation by : Hannes Risken

Download or read book The Fokker-Planck Equation written by Hannes Risken and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: One of the central problems synergetics is concerned with consists in the study of macroscopic qualitative changes of systems belonging to various disciplines such as physics, chemistry, or electrical engineering. When such transitions from one state to another take place, fluctuations, i.e., random processes, may play an im portant role. Over the past decades it has turned out that the Fokker-Planck equation pro vides a powerful tool with which the effects of fluctuations close to transition points can be adequately treated and that the approaches based on the Fokker Planck equation are superior to other approaches, e.g., based on Langevin equa tions. Quite generally, the Fokker-Planck equation plays an important role in problems which involve noise, e.g., in electrical circuits. For these reasons I am sure that this book will find a broad audience. It pro vides the reader with a sound basis for the study of the Fokker-Planck equation and gives an excellent survey of the methods of its solution. The author of this book, Hannes Risken, has made substantial contributions to the development and application of such methods, e.g., to laser physics, diffusion in periodic potentials, and other problems. Therefore this book is written by an experienced practitioner, who has had in mind explicit applications to important problems in the natural sciences and electrical engineering.

Forthcoming Books

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Publisher :
ISBN 13 :
Total Pages : 1418 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Forthcoming Books by : Rose Arny

Download or read book Forthcoming Books written by Rose Arny and published by . This book was released on 1995 with total page 1418 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Current Index to Statistics, Applications, Methods and Theory

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Publisher :
ISBN 13 :
Total Pages : 676 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Current Index to Statistics, Applications, Methods and Theory by :

Download or read book Current Index to Statistics, Applications, Methods and Theory written by and published by . This book was released on 1995 with total page 676 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

Langevin And Fokker-planck Equations And Their Generalizations: Descriptions And Solutions

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Publisher : World Scientific
ISBN 13 : 9813228423
Total Pages : 208 pages
Book Rating : 4.8/5 (132 download)

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Book Synopsis Langevin And Fokker-planck Equations And Their Generalizations: Descriptions And Solutions by : Sau Fa Kwok

Download or read book Langevin And Fokker-planck Equations And Their Generalizations: Descriptions And Solutions written by Sau Fa Kwok and published by World Scientific. This book was released on 2018-03-07 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: This invaluable book provides a broad introduction to a rapidly growing area of nonequilibrium statistical physics. The first part of the book complements the classical book on the Langevin and Fokker-Planck equations (H. Risken, The Fokker-Planck Equation: Methods of Solution and Applications (Springer, 1996)). Some topics and methods of solutions are presented and discussed in details which are not described in Risken's book, such as the method of similarity solution, the method of characteristics, transformation of diffusion processes into the Wiener process in different prescriptions, harmonic noise and relativistic Brownian motion. Connection between the Langevin equation and Tsallis distribution is also discussed.Due to the growing interest in the research on the generalized Langevin equations, several of them are presented. They are described with some details.Recent research on the integro-differential Fokker-Planck equation derived from the continuous time random walk model shows that the topic has several aspects to be explored. This equation is worked analytically for the linear force and the generic waiting time probability distribution function. Moreover, generalized Klein-Kramers equations are also presented and discussed. They have the potential to be applied to natural systems, such as biological systems.

Analysis of the Langevin Equation with Random Damping by the Fokker-Planck Equation

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Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Analysis of the Langevin Equation with Random Damping by the Fokker-Planck Equation by : J. A. Young

Download or read book Analysis of the Langevin Equation with Random Damping by the Fokker-Planck Equation written by J. A. Young and published by . This book was released on 1963 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Langevin and Generalised Langevin Approach to the Dynamics of Atomic, Polymeric and Colloidal Systems

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Publisher : Elsevier
ISBN 13 : 008046792X
Total Pages : 321 pages
Book Rating : 4.0/5 (84 download)

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Book Synopsis The Langevin and Generalised Langevin Approach to the Dynamics of Atomic, Polymeric and Colloidal Systems by : Ian Snook

Download or read book The Langevin and Generalised Langevin Approach to the Dynamics of Atomic, Polymeric and Colloidal Systems written by Ian Snook and published by Elsevier. This book was released on 2006-12-11 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Langevin and Generalised Langevin Approach To The Dynamics Of Atomic, Polymeric And Colloidal Systems is concerned with the description of aspects of the theory and use of so-called random processes to describe the properties of atomic, polymeric and colloidal systems in terms of the dynamics of the particles in the system. It provides derivations of the basic equations, the development of numerical schemes to solve them on computers and gives illustrations of application to typical systems.Extensive appendices are given to enable the reader to carry out computations to illustrate many of the points made in the main body of the book. * Starts from fundamental equations* Gives up-to-date illustration of the application of these techniques to typical systems of interest* Contains extensive appendices including derivations, equations to be used in practice and elementary computer codes

Applications of Langevin and Molecular Dynamics Methods

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Publisher :
ISBN 13 :
Total Pages : 11 pages
Book Rating : 4.:/5 (683 download)

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Book Synopsis Applications of Langevin and Molecular Dynamics Methods by :

Download or read book Applications of Langevin and Molecular Dynamics Methods written by and published by . This book was released on 1994 with total page 11 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computer simulation of complex nonlinear and disordered phenomena from materials science is rapidly becoming an active and new area serving as guide for experiments and for testing of theoretical concepts. This is especially true when novel massively parallel computer systems and techniques are used on these problems. In particular the Langevin dynamics simulation technique has proven useful in situations where the time evolution of a system in contact with a heat bath is to be studied. The traditional way to study systems in contact with a heat bath has been via the Monte Carlo method. While this method has indeed been used successfully in many applications, it has difficulty addressing true dynamical questions. Large systems of coupled stochastic ODEs (or Langevin equations) are commonly the end result of a theoretical description of higher dimensional nonlinear systems in contact with a heat bath. The coupling is often local in nature, because it reflects local interactions formulated on a lattice, the lattice for example represents the underlying discreteness of a substrate of atoms or discrete k-values in Fourier space. The fundamental unit of parallelism thus has a direct analog in the physical system the authors are interested in. In these lecture notes the authors will illustrate the use of Langevin stochastic simulation techniques on a number of nonlinear problems from materials science and condensed matter physics that have attracted attention in recent years. First, the authors will review the idea behind the fluctuation-dissipation theorem which forms that basis for the numerical Langevin stochastic simulation scheme. The authors then show applications of the technique to various problems from condensed matter and materials science.